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Diffusion and flow matching policies have recently demonstrated remarkable performance in robotic applications by accurately capturing multimodal robot trajectory distributions. However, their computationally expensive inference, due to the…

A microscopic model able to describe simultaneously the dynamic viscosity and the self-diffusion coefficient of fluids is presented. This model is shown to emerge from the introduction of fractional calculus in a usual model of condensed…

Statistical Mechanics · Physics 2021-11-24 F. Aitken , F. Volino

For a class of McKean-Vlasov stochastic differential equations with singular interactions, which include the Coulomb/Riesz/Biot-Savart kernels as typical examples (Examples 2.1 and 2.2), we derive the well-posedness and regularity estimates…

Probability · Mathematics 2026-04-20 Xing Huang , Panpan Ren , Feng-Yu Wang

The rapidly increasing complexity of (mainly wireless) ad-hoc networks stresses the need of reliable distributed estimation of several variables of interest. The widely used centralized approach, in which the network nodes communicate their…

Information Theory · Computer Science 2015-03-20 K. Dedecius , V. Sečkárová

We introduce conditions of lower decoupling to the study of waiting-time estimations of the cross entropy between two mutually independent stationary stochastic processes. Although similar decoupling conditions have been used in the…

Probability · Mathematics 2023-10-20 Giampaolo Cristadoro , Mirko Degli Esposti , Vojkan Jakšić , Renaud Raquépas

The Stokes-Einstein (SE) relation between the self-diffusion and shear viscosity coefficients operates in sufficiently dense liquids not too far from the liquid-solid phase transition. By considering four simple model systems with very…

Soft Condensed Matter · Physics 2021-10-27 Sergey Khrapak , Alexey Khrapak

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

Statistical Mechanics · Physics 2020-05-11 S. E. Marzen , J. P. Crutchfield

Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…

Information Theory · Computer Science 2022-12-05 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Mokshay Madiman , Murti V. Salapaka

We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation…

Probability · Mathematics 2024-02-02 Matthias Erbar , Martin Huesmann , Jonas Jalowy , Bastian Müller

Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…

Quantum Physics · Physics 2016-03-08 Nicholas Chancellor , Szilard Szoke , Walter Vinci , Gabriel Aeppli , Paul A. Warburton

We introduce a unified statistical framework for quantifying system-environment coupling by treating the interaction energy $V_\mathcal{SE}$ as a stochastic variable. Using a reference-particle decomposition, we derive exact, closed-form…

Chemical Physics · Physics 2025-05-02 Mohammad Rahbar , Christopher J. Stein

Data-dependent metrics are powerful tools for learning the underlying structure of high-dimensional data. This article develops and analyzes a data-dependent metric known as diffusion state distance (DSD), which compares points using a…

Machine Learning · Statistics 2020-03-10 Lenore Cowen , Kapil Devkota , Xiaozhe Hu , James M. Murphy , Kaiyi Wu

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

Numerical Analysis · Mathematics 2014-06-27 Paul Tupper , Xin Yang

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

By using entropy and entropy production, we calculate the steady flux of some phenomena. The method we use is a competition method, $S_S/\tau+\sigma={\it maximum}$, where $S_S$ is system entropy, $\sigma$ is entropy production and $\tau$ is…

Statistical Mechanics · Physics 2016-07-26 Yong-Jun Zhang

In statistical physics entropy is usually introduced as a global quantity which expresses the amount of information that would be needed to specify the microscopic configuration of a system. However, for lattice models with infinitely many…

Statistical Mechanics · Physics 2015-06-12 Ulrich Müller , Haye Hinrichsen

Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove propagation of chaos via a coupling technique that involves…

Probability · Mathematics 2017-04-05 Luisa Andreis , Paolo Dai Pra , Markus Fischer

Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distances for mean-field type SDEs, where the drift terms under consideration are dissipative merely in the long…

Probability · Mathematics 2024-09-26 Jianhai Bao , Jiaqing Hao

A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…

Analysis of PDEs · Mathematics 2015-06-11 Ansgar Jüngel

Transfer entropy measures directed information flow in time series, and it has become a fundamental quantity in applications spanning neuroscience, finance, and complex systems analysis. However, existing estimation methods suffer from the…

Machine Learning · Computer Science 2026-04-10 Simon Pedro Galeano Munoz , Mustapha Bounoua , Giulio Franzese , Pietro Michiardi , Maurizio Filippone